Related papers: Neural Risk-sensitive Satisficing in Contextual Ba…

This study introduces ContextWIN, a novel architecture that extends the Neural Whittle Index Network (NeurWIN) model to address Restless Multi-Armed Bandit (RMAB) problems with a context-aware approach. By integrating a mixture of experts…

We present substantial evidence demonstrating the benefits of integrating Large Language Models (LLMs) with a Contextual Multi-Armed Bandit framework. Contextual bandits have been widely used in recommendation systems to generate…

Large language models (LLMs) exhibit diverse response behaviors, costs, and strengths, making it challenging to select the most suitable LLM for a given user query. We study the problem of adaptive multi-LLM selection in an online setting,…

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…

The stochastic contextual bandit problem, which models the trade-off between exploration and exploitation, has many real applications, including recommender systems, online advertising and clinical trials. As many other machine learning…

A large number of online services provide automated recommendations to help users to navigate through a large collection of items. New items (products, videos, songs, advertisements) are suggested on the basis of the user's past history and…

In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Contextual bandit with linear reward functions is among one of the most extensively studied models in bandit and online learning research. Recently, there has been increasing interest in designing \emph{locally private} linear contextual…

Safety is a desirable property that can immensely increase the applicability of learning algorithms in real-world decision-making problems. It is much easier for a company to deploy an algorithm that is safe, i.e., guaranteed to perform at…

A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

In this paper, we propose a novel neural exploration strategy in contextual bandits, EE-Net, distinct from the standard UCB-based and TS-based approaches. Contextual multi-armed bandits have been studied for decades with various…

In this paper, we study utilizing neural networks for the exploitation and exploration of contextual multi-armed bandits. Contextual multi-armed bandits have been studied for decades with various applications. To solve the…

In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint…

Bandit optimization is a difficult problem, especially if the reward model is high-dimensional. When rewards are modeled by neural networks, sublinear regret has only been shown under strong assumptions, usually when the network is…